A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance (Q5326133)
From MaRDI portal
scientific article; zbMATH DE number 6193387
Language | Label | Description | Also known as |
---|---|---|---|
English | A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance |
scientific article; zbMATH DE number 6193387 |
Statements
A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance (English)
0 references
31 July 2013
0 references
performance
0 references
quasi-Monte Carlo method
0 references
low effective dimension
0 references
point set re-ordering
0 references
option pricing
0 references